If you want to include your calendar as a sidebar widget, add it from your WordPress widgets page

If you want to embed your calendar on a page, click the localendar icon from the WordPress page editor. Use the pop-up configuration screen to customize how your calendar will be shown.

There are a variety of ways (see this gallery) you can publish your calendar on your WordPress site. You can learn more about customizing your calendar with out Theme Editor and Custom CSS elsewhere in this wiki.